2019-05-16 |
MARKET DATA |
No 93 (3623) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
300,00 |
307,49 |
21 |
570,00 |
584,73 |
11 |
870,00 |
892,22 |
32 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0719 |
PL0000108148 |
100,30 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1019 |
PL0000105441 |
101,70 |
101,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0420 |
PL0000108510 |
99,97 |
100,01 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
98,20 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
105,25 |
105,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,62 |
100,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0521 |
PL0000111274 |
96,72 |
96,83 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,12 |
100,13 |
100,080 |
100,080 |
100,050 |
100,050 |
100,060 |
90 000 |
91,34 |
5 |
DS1021 |
PL0000106670 |
109,68 |
109,61 |
109,680 |
109,680 |
109,610 |
109,610 |
109,636 |
35 000 |
39,51 |
3 |
PS0422 |
PL0000109492 |
101,11 |
101,10 |
101,090 |
101,090 |
101,090 |
101,090 |
101,090 |
100 000 |
101,24 |
1 |
WS0922 |
PL0000102646 |
112,20 |
112,24 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
101,70 |
101,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
107,80 |
107,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
101,28 |
101,21 |
101,230 |
101,230 |
101,230 |
101,230 |
101,230 |
10 000 |
10,14 |
2 |
PS1024 |
PL0000111720 |
99,78 |
99,75 |
99,710 |
99,710 |
99,710 |
99,710 |
99,710 |
5 000 |
5,05 |
1 |
DS0725 |
PL0000108197 |
104,55 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
99,38 |
99,29 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
98,49 |
98,20 |
98,490 |
98,490 |
98,210 |
98,300 |
98,314 |
45 000 |
45,16 |
7 |
WS0428 |
PL0000107611 |
99,73 |
99,59 |
99,650 |
99,650 |
99,650 |
99,650 |
99,650 |
5 000 |
4,99 |
1 |
WS0429 |
PL0000105391 |
125,92 |
125,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
99,05 |
98,90 |
98,900 |
98,900 |
98,900 |
98,900 |
98,900 |
10 000 |
10,05 |
1 |
WS0437 |
PL0000104857 |
106,94 |
146,72 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
115,85 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
112,90 |
113,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,20 |
100,27 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,26 |
100,33 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
99,90 |
99,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
99,20 |
99,23 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
98,95 |
99,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
97,75 |
97,82 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
96,05 |
96,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
300 000 |
307,49 |
21 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,68 |
101,80 |
1,55 |
1,28 |
101,74 |
1,41 |
WZ0120 |
PL0000108601 |
100,18 |
100,29 |
--- |
--- |
100,24 |
--- |
PS0420 |
PL0000108510 |
99,93 |
100,04 |
1,58 |
1,46 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,14 |
98,33 |
1,60 |
1,43 |
98,24 |
1,51 |
DS1020 |
PL0000106126 |
105,16 |
105,34 |
1,57 |
1,45 |
105,25 |
1,51 |
WZ0121 |
PL0000106068 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,57 |
100,76 |
1,69 |
1,59 |
100,67 |
1,64 |
OK0521 |
PL0000111274 |
96,69 |
96,89 |
1,68 |
1,58 |
96,79 |
1,63 |
PS0721 |
PL0000109153 |
100,10 |
100,23 |
1,70 |
1,64 |
100,17 |
1,67 |
DS1021 |
PL0000106670 |
109,64 |
109,78 |
1,67 |
1,61 |
109,71 |
1,64 |
PS0422 |
PL0000109492 |
101,01 |
101,21 |
1,89 |
1,82 |
101,11 |
1,86 |
WS0922 |
PL0000102646 |
112,14 |
112,38 |
1,96 |
1,89 |
112,26 |
1,92 |
WZ1122 |
PL0000109377 |
99,82 |
99,96 |
--- |
--- |
99,89 |
--- |
PS0123 |
PL0000110151 |
101,65 |
101,82 |
2,03 |
1,98 |
101,74 |
2,00 |
IZ0823 |
PL0000105359 |
112,74 |
113,39 |
--- |
--- |
113,07 |
--- |
DS1023 |
PL0000107264 |
107,72 |
107,96 |
2,15 |
2,10 |
107,84 |
2,12 |
WZ0124 |
PL0000107454 |
99,08 |
99,30 |
--- |
--- |
99,19 |
--- |
PS0424 |
PL0000111191 |
101,20 |
101,36 |
2,24 |
2,20 |
101,28 |
2,22 |
WZ0524 |
PL0000110615 |
98,85 |
99,08 |
--- |
--- |
98,97 |
--- |
DS0725 |
PL0000108197 |
104,44 |
104,77 |
2,46 |
2,41 |
104,61 |
2,43 |
WZ0126 |
PL0000108817 |
97,58 |
97,89 |
--- |
--- |
97,74 |
--- |
DS0726 |
PL0000108866 |
99,15 |
99,60 |
2,63 |
2,56 |
99,38 |
2,59 |
DS0727 |
PL0000109427 |
98,38 |
98,61 |
2,72 |
2,69 |
98,50 |
2,70 |
WS0428 |
PL0000107611 |
99,68 |
99,98 |
2,79 |
2,75 |
99,83 |
2,77 |
WZ0528 |
PL0000110383 |
95,89 |
96,13 |
--- |
--- |
96,01 |
--- |
WS0429 |
PL0000105391 |
125,81 |
126,40 |
2,74 |
2,68 |
126,11 |
2,71 |
DS1029 |
PL0000111498 |
98,88 |
99,35 |
2,87 |
2,82 |
99,12 |
2,85 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
DS1019 |
PL0000105441 |
101,67 |
101,79 |
1,57 |
1,30 |
101,73 |
1,43 |
WZ0120 |
PL0000108601 |
100,18 |
100,31 |
--- |
--- |
100,25 |
--- |
PS0420 |
PL0000108510 |
99,94 |
100,03 |
1,56 |
1,47 |
99,99 |
1,51 |
OK0720 |
PL0000110375 |
98,17 |
98,32 |
1,57 |
1,44 |
98,25 |
1,50 |
DS1020 |
PL0000106126 |
105,17 |
105,31 |
1,56 |
1,47 |
105,24 |
1,52 |
WZ0121 |
PL0000106068 |
100,21 |
100,35 |
--- |
--- |
100,28 |
--- |
PS0421 |
PL0000108916 |
100,58 |
100,71 |
1,69 |
1,62 |
100,65 |
1,65 |
OK0521 |
PL0000111274 |
96,64 |
96,85 |
1,71 |
1,60 |
96,75 |
1,65 |
PS0721 |
PL0000109153 |
100,02 |
100,17 |
1,74 |
1,67 |
100,10 |
1,70 |
DS1021 |
PL0000106670 |
109,52 |
109,64 |
1,71 |
1,67 |
109,58 |
1,69 |
PS0422 |
PL0000109492 |
101,00 |
101,17 |
1,89 |
1,83 |
101,09 |
1,86 |
WS0922 |
PL0000102646 |
112,07 |
112,29 |
1,98 |
1,92 |
112,18 |
1,95 |
WZ1122 |
PL0000109377 |
99,84 |
99,96 |
--- |
--- |
99,90 |
--- |
PS0123 |
PL0000110151 |
101,56 |
101,70 |
2,05 |
2,01 |
101,63 |
2,03 |
IZ0823 |
PL0000105359 |
112,72 |
113,45 |
--- |
--- |
113,09 |
--- |
DS1023 |
PL0000107264 |
107,65 |
107,82 |
2,17 |
2,13 |
107,74 |
2,15 |
WZ0124 |
PL0000107454 |
99,13 |
99,31 |
--- |
--- |
99,22 |
--- |
PS0424 |
PL0000111191 |
101,11 |
101,30 |
2,26 |
2,22 |
101,21 |
2,24 |
WZ0524 |
PL0000110615 |
98,89 |
99,09 |
--- |
--- |
98,99 |
--- |
DS0725 |
PL0000108197 |
104,33 |
104,64 |
2,48 |
2,43 |
104,49 |
2,45 |
WZ0126 |
PL0000108817 |
97,67 |
97,99 |
--- |
--- |
97,83 |
--- |
DS0726 |
PL0000108866 |
98,98 |
99,37 |
2,66 |
2,59 |
99,18 |
2,62 |
DS0727 |
PL0000109427 |
98,18 |
98,35 |
2,75 |
2,73 |
98,27 |
2,74 |
WS0428 |
PL0000107611 |
99,46 |
99,70 |
2,82 |
2,79 |
99,58 |
2,80 |
WZ0528 |
PL0000110383 |
95,99 |
96,22 |
--- |
--- |
96,11 |
--- |
WS0429 |
PL0000105391 |
125,49 |
126,10 |
2,78 |
2,71 |
125,80 |
2,74 |
DS1029 |
PL0000111498 |
98,72 |
98,97 |
2,89 |
2,86 |
98,85 |
2,88 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1029 |
PL0000111498 |
0/1 |
1 |
1,000 |
1,000 |
1,000 |
60 |
DS1020 |
PL0000106126 |
1/4 |
3 |
1,500 |
1,500 |
1,500 |
35 |
DS1023 |
PL0000107264 |
1/4 |
3 |
1,460 |
1,460 |
1,460 |
40 |
WZ0528 |
PL0000110383 |
1/4 |
3 |
1,490 |
1,490 |
1,490 |
45 |
DS1023 |
PL0000107264 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
65 |
WS0428 |
PL0000107611 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
160 |
DS0726 |
PL0000108866 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
20 |
PS0421 |
PL0000108916 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
20 |
PS0721 |
PL0000109153 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
30 |
PS0424 |
PL0000111191 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
40 |
WZ0124 |
PL0000107454 |
1/8 |
7 |
1,510 |
1,510 |
1,510 |
55 |
TOTAL |
570 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.